+8,968.5%
FIX vs KR
+1,303.0%
+7,665.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.3% | +3.7% | +4.8% |
| 7D | +6.4% | +0.8% | +5.7% | +6.3% |
| 30D | -29.1% | +11.1% | -40.2% | -30.8% |
| 3M | -31.1% | +24.4% | -55.5% | -34.5% |
| 6M | -42.8% | +8.5% | -51.4% | -44.5% |
| YTD | +24.6% | +13.1% | +11.5% | +18.8% |
| 1Y | +21.9% | +9.3% | +12.6% | +16.8% |
| 3Y | +524.9% | +69.3% | +455.6% | +424.0% |
| 5Y | +1,092.2% | +83.2% | +1,009.0% | +861.1% |
| 10Y | +3,759.0% | +154.6% | +3,604.5% | +2,608.4% |
| All | +8,968.5% | +1,303.0% | +7,665.6% | +4,404.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling